Dow Down1.40% Nasdaq Down1.59%

Hodges Small Cap (HDPSX)

19.08 Down 0.40(2.05%) Oct 1

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up5
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2009):49.22%
Worst 1 Yr Total Return(Dec 30, 2008):-40.62%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticHDPSXCategory
Alpha (against Standard Index)-2.30-6.67
Beta (against Standard Index)1.361.28
Mean Annual Return2.031.52
R-squared (against Standard Index)83.3784.42
Standard Deviation17.3116.16
Sharpe Ratio1.401.13
Treynor Ratio18.6214.43
5 Years
StatisticHDPSXCategory
Alpha (against Standard Index)4.22-3.04
Beta (against Standard Index)1.241.22
Mean Annual Return2.061.42
R-squared (against Standard Index)76.7483.20
Standard Deviation18.7117.62
Sharpe Ratio1.320.97
Treynor Ratio20.6013.76
10 Years
StatisticHDPSXCategory
Alpha (against Standard Index)N/A0.13
Beta (against Standard Index)N/A1.19
Mean Annual ReturnN/A0.89
R-squared (against Standard Index)N/A83.34
Standard DeviationN/A19.10
Sharpe RatioN/A0.48
Treynor RatioN/A6.54